Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-06 0.285824 0.310092 0.336327 0.366945 0.401891 0.440763 0.487598
2025-07-13 0.258531 0.290661 0.327336 0.372776 0.428248 0.494693 0.581768
2025-07-20 0.239237 0.276261 0.320310 0.377523 0.451328 0.545503 0.678596
2025-07-27 0.221644 0.261259 0.309940 0.375600 0.464239 0.583623 0.764108
2025-08-03 0.209056 0.250816 0.303593 0.377204 0.480785 0.627574 0.864658
2025-08-10 0.193622 0.235263 0.288970 0.365751 0.477220 0.641526 0.921358
2025-08-17 0.179744 0.220636 0.274251 0.352470 0.469022 0.646683 0.963690
2025-08-24 0.171881 0.213372 0.268774 0.351467 0.478417 0.679673 1.059553
2025-08-31 0.168523 0.211855 0.270919 0.361412 0.505256 0.744260 1.228032
2025-09-07 0.162630 0.206421 0.267064 0.361885 0.516832 0.784314 1.358677
2025-09-14 0.156670 0.200519 0.262085 0.360095 0.524262 0.817743 1.484176
2025-09-21 0.151168 0.194953 0.257209 0.357980 0.530737 0.850095 1.616560
2025-09-28 0.143857 0.186598 0.247961 0.348567 0.524194 0.857604 1.694854
2025-10-05 0.140914 0.184424 0.247834 0.353910 0.544509 0.922323 1.946259
2025-10-12 0.137942 0.182033 0.247192 0.358278 0.563462 0.987780 2.231289
2025-10-19 0.133748 0.177613 0.243135 0.356486 0.570433 1.028155 2.460227
2025-10-26 0.130589 0.174595 0.241088 0.357965 0.583895 1.086090 2.782682
2025-11-02 0.125018 0.167688 0.232520 0.347360 0.571954 1.080754 2.868856
2025-11-09 0.119413 0.160543 0.223287 0.335048 0.555488 1.061904 2.895160
2025-11-16 0.116520 0.157463 0.220474 0.334118 0.562585 1.104397 3.206702
2025-11-23 0.115852 0.157775 0.223161 0.343338 0.592160 1.212644 3.915620
2025-11-30 0.113498 0.155354 0.221208 0.343776 0.602627 1.270875 4.439097
2025-12-07 0.110878 0.152416 0.218257 0.342117 0.608198 1.316308 4.945417